+180.4%
PBF vs VCLT
-4.4%
+184.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.7% |
| 7D | +5.3% | -1.4% | +6.7% | +1.7% |
| 30D | +11.7% | -1.2% | +12.9% | +8.6% |
| 3M | +91.1% | -4.8% | +95.8% | +68.6% |
| 6M | +88.4% | -2.6% | +91.0% | +79.6% |
| YTD | +194.1% | -3.3% | +197.4% | +172.9% |
| 1Y | +180.4% | -4.8% | +185.2% | +152.4% |
| All | +180.4% | -4.4% | +184.8% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling